In the digital age, data is an important asset that can bring value to an enterprise. However, in the power market field, data is not properly managed and it lacks a complete data asset management methodology. As a result, there are data barriers and a lack of data panoramic view, making it difficult for power market data practical application. This paper first reviews current data asset management methods. Then introduces a data asset management framework that encompasses the entire lifecycle of the management process and is highly suitable for power market data. Focusing on the characteristics of power market data, this paper proposes two data asset catalog designs to reach different business needs. Finally, this paper also regards indicators and statistical reports as data assets and proposes an indicators and reports management method.